A-Share Screening by Price Amplitude, Main-Force Control, and Prior Limit-Up Status

Summary

This document presents a simple Chinese stock screening rule: find shares with price amplitude above a stated threshold and an indication of main-force control on the previous day, then exclude shares that hit the daily limit-up on that day. The stated rationale is to combine price movement and a proxy for capital flows when looking for short-term candidates. It also includes an illustrative Python example with additional filters, but the example does not clearly implement the full stated rule and relies on third-party data calls.

The author acknowledges that the screen uses few variables and omits other technical and fundamental information. Suggested extensions include moving averages, relative strength, financial measures, market conditions, and industry trends, along with adjusting parameters as conditions change. The document provides no backtest, measured returns, or evidence that the rule predicts gains. Its proposed short-term use therefore remains speculative, and the added data and filters would need precise definitions and historical validation before the screen could be assessed.

Key ideas

• The stated screen selects shares with substantial amplitude and prior-day main-force control while excluding prior-day limit-up stocks.
• The accompanying example includes extra filters and does not clearly reproduce every stated condition.
• The author warns that a small set of indicators may omit relevant technical, fundamental, and market information.
• Suggested additions include moving averages, relative strength, financial data, and industry trends.
• No performance results or backtest are supplied to establish predictive value.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.